A very easy way to beat the game is by pressing square and then triangle when fighting with Caim. It blows away everyone around you and takes away over half of their life bar.
Finishing Move
When in battle keep pressing square to use combos and when your weapon glows attack then quickly press triangle to use that weapons finishing move. (This works with any weapon for any character.)
Fly a jet
Successfully complete the Shinjuku free mission. Then, select sky mission mode and highlight the Chaos Dragon at the dragon selection screen. Press Down and select the "???" option to fly a jet.
Level 3 Dragon
To get the level three dragon first it has to be level two first. Then after you beat the Black Dragon in chapter 7 it will level after the fight!
Safely Charge Run
When playing as Caim, find a wall or an obstruction that you can run against. Running against the wall will charge your run up. Then, you can execute a run attack or get where you need to more quickly.